Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, by Jaime A. Londoño,José Garrido,Daniel Hernández-Hernández PDF

By Jaime A. Londoño,José Garrido,Daniel Hernández-Hernández

that includes contributions from industry and academia, this quantity comprises chapters masking a diverse variety of theoretical and empirical elements of actuarial technology and quantitative finance, together with portfolio administration, by-product valuation, hazard thought and the economics of insurance. Developed from the First foreign Congress on Actuarial technology and Quantitative Finance, held at the Universidad Nacional de Colombia in Bogotá in June 2014, this quantity highlights diversified methods to matters coming up from industries within the Andean and Carribean areas. Contributions tackle subject matters reminiscent of opposite loan schemes and city dynamics, modeling spot fee dynamics within the electrical energy marketplace, and optimizing calibration and pricing with SABR models.

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Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, Colombia, June 2014 (Springer Proceedings in Mathematics & Statistics) by Jaime A. Londoño,José Garrido,Daniel Hernández-Hernández


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